SAP ABAP Function Module FX_OPTION_CASHFLOW (Cashflow einer Devisenoption zu einem gegebenen Zeitpunkt)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
Function Module | FX_OPTION_CASHFLOW | Cashflow einer Devisenoption zu einem gegebenen Zeitpunkt |
Function Group | TVBA | Method components forex instruments |
Program Name | SAPLTVBA | |
INCLUDE Name | LTVBAU03 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Importing | AKT_DATUM | TYPE | SYST-DATUM | SY-DATUM | |||
Importing | AUSW_DATUM | TYPE | SYST-DATUM | SY-DATUM | Datum, zu dem der Barwert (Prämie) gerechnet wir | ||
Importing | KAUF_VERK | TYPE | JBRBEST-SFGTYP | Underlying Kauf/Verkauf -> Put/Call | |||
Importing | OPT_DAT | TYPE | JBROPTI | Optionsdaten | |||
Importing | SPOT | TYPE | Währungsdaten | ||||
Importing | SZENAME | TYPE | VTVMETHOD-SZENAME | ' ' | |||
Importing | ZERO_DOMRATE | TYPE | Inlandszins als Zerosatz | ||||
Importing | ZERO_FORRATE | TYPE | Auslandszins als Zerosatz | ||||
Importing | I_MSEG | TYPE | JBRMSEG | ||||
Tables | E_CASHFLOW | TYPE | VTVCASHFL | ||||
Tables | I_VZBEWEG | TYPE | JBRBEWEG | ||||
Exception | NEG_BARRIER | TYPE | Barrier negativ | ||||
Exception | NEG_DAYS | TYPE | Anzahl Tage negativ | ||||
Exception | NEG_DOMRATE | TYPE | Inlandszins negativ | ||||
Exception | NEG_FORRATE | TYPE | Auslandszins negativ | ||||
Exception | NO_IO | TYPE | Keine Kennung für In/Out | ||||
Exception | NO_PC | TYPE | Keine Kennung für Put/Call | ||||
Exception | NO_UD | TYPE | Keine Kennung für Up/Down | ||||
Exception | ZERO_NEG_SPOT | TYPE | Spot <= 0 | ||||
Exception | ZERO_NEG_STRIKE | TYPE | Strike <=0 | ||||
Processing Type
Normal Function Module | |
Remote-Enabled Module | BaseXML supported |
Update Module | Start immediately |
Immediate Start, No Restart | |
Start Delayed | |
Coll.run | |
JAVA Module Callable from ABAP | |
Remote-Enabled JAVA Module | |
Module Callable from JAVA |
History
Last changed by/on | SAP | 19970710 |
SAP Release Created in |